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Lukas Koelbl
Lukas Koelbl
Accenture Austria
Verified email at accenture.com
Title
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Cited by
Year
Multivariate AR systems and mixed frequency data: G-identifiability and estimation
BDO Anderson, M Deistler, E Felsenstein, B Funovits, L Koelbl, M Zamani
Econometric Theory 32 (4), 793-826, 2016
452016
The structure of multivariate AR and ARMA systems: Regular and singular systems; the single and the mixed frequency case
BDO Anderson, M Deistler, E Felsenstein, L Koelbl
Journal of Econometrics 192 (2), 366-373, 2016
302016
Non-Identifiability of VMA and VARMA Systems in the Mixed Frequency Case
M Deistler, L Koelbl, BDO Anderson
Econometrics and Statistics, 2017
102017
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case
L Koelbl, A Braumann, E Felsenstein, M Deistler
Dynamic Factor Models, 43-73, 2016
92016
Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case', Dynamic Factor Models (Advances in Econometrics, Volume 35)
L Koelbl, A Braumann, E Felsenstein, M Deistler
Emerald Group Publishing Limited, 2016
9*2016
VAR Systems: g-Identifiability and Asymptotic Properties of Parameter Estimates for the Mixed-Frequency Case
L Kölbl
Vienna University of Technology, 2015
72015
A new approach for estimating VAR systems in the mixed-frequency case
L Koelbl, M Deistler
Statistical Papers, 1-10, 2018
42018
Econometrics and Statistics
M Deistler, L Koelbl, BDO Anderson
2016
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